Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Plotting Residuals vs Fitted Values using GLM

From   Brent Gibbons <>
Subject   st: Plotting Residuals vs Fitted Values using GLM
Date   Tue, 23 Oct 2012 17:57:21 -0400


I am working with a model that has a Dependent Variable of Total Health Costs. Other than using the log transformation, the best fit is using GLM, family(negative binomial) link(log). But I'm worried about heteroscedasticity and have been trying the rvfplot2 command. The documentation recommends the sqrt(abs(resid)) as the rscale to look at heteroscedasticity. 

My question is whether or not I need to use a transformation scale for the fitted values, an fscale? If so, what should that transformation be? And what should I be looking for in the plot?

Thanks for all suggestions, Brent

Brent Gibbons
UMBC 421 PubPol

*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index